+197.4%
PDD vs WAT
+141.7%
+55.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -1.0% | +3.4% | -4.4% | -2.2% |
| 30D | -2.4% | +9.6% | -12.0% | -5.8% |
| 3M | -14.6% | +15.5% | -30.1% | -19.2% |
| 6M | -19.6% | +33.9% | -53.5% | -28.5% |
| YTD | -30.0% | +25.2% | -55.2% | -36.9% |
| 1Y | -42.5% | +26.3% | -68.8% | -48.5% |
| 3Y | -27.2% | +85.8% | -113.0% | -49.1% |
| 5Y | -8.2% | +35.3% | -43.5% | -26.0% |
| All | +197.4% | +141.7% | +55.7% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling